No it shouldn't be a problem since you fixed the issue once you realized the error. However, you may owe taxes because the more allowances you have on your W-4 increases your pay but lowers your withholdings.
Please note - If you are an F-1
visa holder, you are considered a non-resident alien for the first 5
(students) calendar years because you will be exempt for the Substantial
Presence Test (SPT) .
Please refer to this
US Tax Guide for Aliens for
additional information about visa exemptions and the various filing
requirements.
